NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 93.10 94.70 1.60 1.7% 90.21
High 94.12 94.75 0.63 0.7% 94.75
Low 93.10 93.39 0.29 0.3% 90.06
Close 94.22 93.81 -0.41 -0.4% 93.81
Range 1.02 1.36 0.34 33.3% 4.69
ATR 1.55 1.54 -0.01 -0.9% 0.00
Volume 748 685 -63 -8.4% 6,034
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.06 97.30 94.56
R3 96.70 95.94 94.18
R2 95.34 95.34 94.06
R1 94.58 94.58 93.93 94.28
PP 93.98 93.98 93.98 93.84
S1 93.22 93.22 93.69 92.92
S2 92.62 92.62 93.56
S3 91.26 91.86 93.44
S4 89.90 90.50 93.06
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 106.94 105.07 96.39
R3 102.25 100.38 95.10
R2 97.56 97.56 94.67
R1 95.69 95.69 94.24 96.63
PP 92.87 92.87 92.87 93.34
S1 91.00 91.00 93.38 91.94
S2 88.18 88.18 92.95
S3 83.49 86.31 92.52
S4 78.80 81.62 91.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.75 90.06 4.69 5.0% 1.27 1.4% 80% True False 1,206
10 94.75 86.34 8.41 9.0% 1.34 1.4% 89% True False 871
20 94.75 84.60 10.15 10.8% 1.16 1.2% 91% True False 1,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.53
2.618 98.31
1.618 96.95
1.000 96.11
0.618 95.59
HIGH 94.75
0.618 94.23
0.500 94.07
0.382 93.91
LOW 93.39
0.618 92.55
1.000 92.03
1.618 91.19
2.618 89.83
4.250 87.61
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 94.07 93.56
PP 93.98 93.30
S1 93.90 93.05

These figures are updated between 7pm and 10pm EST after a trading day.

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